Information measure in terms of the hazard function and its estimate

Sangun Park

doi:10.3390/e23030298

Information measure in terms of the hazard function and its estimate

Sangun Park

Department of Applied Statistics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.

Original language	English
Article number	298
Pages (from-to)	1-11
Number of pages	11
Journal	Entropy
Volume	23
Issue number	3
DOIs	https://doi.org/10.3390/e23030298
Publication status	Published - 2021 Mar

Bibliographical note

Funding Information:
Funding: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education(2018R1D1A1B07042581).

Publisher Copyright:
© 2021 by the author. Licensee MDPI, Basel, Switzerland.

All Science Journal Classification (ASJC) codes

Information Systems
Mathematical Physics
Physics and Astronomy (miscellaneous)
Electrical and Electronic Engineering

Access to Document

10.3390/e23030298

Cite this

@article{668ac00017df47e18ffafbb34a8a518a,

title = "Information measure in terms of the hazard function and its estimate",

abstract = "It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.",

author = "Sangun Park",

note = "Funding Information: Funding: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education(2018R1D1A1B07042581). Publisher Copyright: {\textcopyright} 2021 by the author. Licensee MDPI, Basel, Switzerland.",

year = "2021",

month = mar,

doi = "10.3390/e23030298",

language = "English",

volume = "23",

pages = "1--11",

journal = "Entropy",

issn = "1099-4300",

publisher = "Multidisciplinary Digital Publishing Institute (MDPI)",

number = "3",

}

TY - JOUR

T1 - Information measure in terms of the hazard function and its estimate

AU - Park, Sangun

N1 - Funding Information: Funding: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education(2018R1D1A1B07042581). Publisher Copyright: © 2021 by the author. Licensee MDPI, Basel, Switzerland.

PY - 2021/3

Y1 - 2021/3

N2 - It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.

AB - It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.

UR - http://www.scopus.com/inward/record.url?scp=85102577784&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85102577784&partnerID=8YFLogxK

U2 - 10.3390/e23030298

DO - 10.3390/e23030298

M3 - Article

AN - SCOPUS:85102577784

SN - 1099-4300

VL - 23

SP - 1

EP - 11

JO - Entropy

JF - Entropy

IS - 3

M1 - 298

ER -

Information measure in terms of the hazard function and its estimate

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this